Recommendation on wallet or exchange

So I've been following Xtrabytes since January 2017, I've also been constantly purchasing XBY since then on C-CEX. My question is, do I keep the coins there or move to a different wallet on the desktop. Being a developer myself, I understand the value of backups, is there some way to backup the current XBY wallet and how? Please let me know since exchanges nowadays are not that safe.